PREVIEW / futures_30min / 2009-07-24

all futures 30-min files

  file:    by_date/futures_30min/2009/2009-07-24.parquet
  size:    55 KB
  rows:    1,880

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2009-07-24 00:00:00	ES	Futures	929.45	930.42	929.45	929.69	1401.0
2009-07-24 00:30:00	ES	Futures	929.94	930.18	929.45	929.94	946.0
2009-07-24 01:00:00	ES	Futures	929.94	930.42	929.69	930.42	1005.0
2009-07-24 01:30:00	ES	Futures	930.42	930.66	929.45	930.42	1792.0
2009-07-24 02:00:00	ES	Futures	930.66	931.38	930.18	931.14	3346.0
2009-07-24 02:30:00	ES	Futures	930.9	932.59	930.66	932.11	5190.0
2009-07-24 03:00:00	ES	Futures	932.11	933.79	930.66	933.55	8772.0
2009-07-24 03:30:00	ES	Futures	933.55	934.76	933.07	934.28	7642.0
2009-07-24 04:00:00	ES	Futures	934.28	939.34	933.79	938.86	23839.0
2009-07-24 04:30:00	ES	Futures	938.62	938.62	935.96	936.69	11163.0
2009-07-24 05:00:00	ES	Futures	936.69	936.93	935.72	936.21	5568.0
2009-07-24 05:30:00	ES	Futures	936.21	937.89	935.72	937.65	5902.0
2009-07-24 06:00:00	ES	Futures	937.41	937.89	936.45	936.69	5137.0
2009-07-24 06:30:00	ES	Futures	936.93	937.65	935.96	937.41	5342.0
2009-07-24 07:00:00	ES	Futures	937.41	937.89	936.21	936.93	8245.0
2009-07-24 07:30:00	ES	Futures	937.17	937.41	936.21	936.93	8593.0
2009-07-24 08:00:00	ES	Futures	936.93	937.17	933.79	934.28	14820.0
2009-07-24 08:30:00	ES	Futures	934.52	935.48	932.83	933.31	19626.0
2009-07-24 09:00:00	ES	Futures	933.31	933.79	932.35	933.31	17300.0
2009-07-24 09:30:00	ES	Futures	933.55	937.65	930.66	931.38	227095.0
2009-07-24 10:00:00	ES	Futures	931.14	933.55	929.94	933.55	181983.0
2009-07-24 10:30:00	ES	Futures	933.31	934.04	928.49	929.45	133728.0
2009-07-24 11:00:00	ES	Futures	929.45	933.07	928.49	933.07	110687.0
2009-07-24 11:30:00	ES	Futures	933.07	936.69	932.83	935.96	108986.0
2009-07-24 12:00:00	ES	Futures	935.72	936.69	934.76	935.48	62277.0
2009-07-24 12:30:00	ES	Futures	935.24	936.69	934.52	935.24	47673.0
2009-07-24 13:00:00	ES	Futures	935.0	937.17	934.52	936.69	54869.0
2009-07-24 13:30:00	ES	Futures	936.69	940.06	936.69	938.62	114440.0
2009-07-24 14:00:00	ES	Futures	938.86	940.55	937.89	938.38	73179.0
2009-07-24 14:30:00	ES	Futures	938.14	940.31	937.41	938.62	58463.0
2009-07-24 15:00:00	ES	Futures	938.86	940.79	938.14	940.06	51527.0
2009-07-24 15:30:00	ES	Futures	940.06	942.72	938.14	941.75	168637.0
2009-07-24 16:00:00	ES	Futures	941.99	944.41	941.27	944.16	86405.0
2009-07-24 00:00:00	NQ	Futures	1792.6	1793.17	1791.74	1792.31	123.0
2009-07-24 00:30:00	NQ	Futures	1792.03	1792.6	1791.74	1792.03	99.0
2009-07-24 01:00:00	NQ	Futures	1792.03	1793.17	1791.74	1792.6	31.0
2009-07-24 01:30:00	NQ	Futures	1792.88	1793.74	1792.03	1793.45	151.0
2009-07-24 02:00:00	NQ	Futures	1793.74	1796.58	1793.45	1796.3	643.0
2009-07-24 02:30:00	NQ	Futures	1796.3	1798.58	1795.73	1798.29	405.0
2009-07-24 03:00:00	NQ	Futures	1798.58	1802.0	1797.15	1801.14	761.0
2009-07-24 03:30:00	NQ	Futures	1801.43	1803.7	1800.86	1803.42	685.0
2009-07-24 04:00:00	NQ	Futures	1803.13	1812.82	1802.57	1812.25	2117.0
2009-07-24 04:30:00	NQ	Futures	1811.96	1811.96	1807.12	1808.83	1523.0
2009-07-24 05:00:00	NQ	Futures	1808.55	1808.83	1804.84	1805.7	901.0
2009-07-24 05:30:00	NQ	Futures	1805.7	1808.83	1803.7	1808.26	745.0
2009-07-24 06:00:00	NQ	Futures	1807.98	1809.97	1806.27	1808.26	1335.0
2009-07-24 06:30:00	NQ	Futures	1808.26	1808.26	1804.84	1807.69	571.0
2009-07-24 07:00:00	NQ	Futures	1807.69	1807.69	1802.0	1803.13	2285.0
2009-07-24 07:30:00	NQ	Futures	1803.42	1804.84	1802.85	1804.84	1162.0
2009-07-24 08:00:00	NQ	Futures	1804.84	1805.13	1799.43	1800.86	1948.0

> showing 50 of 1,880 rows — these rows as CSV

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